Applications of anticipated BSDEs driven by time-changing Lévy noises

被引：0
|
作者：
Youxin Liu
机构：
[1] Wuhu Institute of Technology,Department of Elementary Teaching
来源：
Journal of Inequalities and Applications | / 2016卷
关键词：
anticipated BSDE; an estimate of the solutions; comparison theorem; nonlinear Feynman-Kac formula;
D O I：
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中图分类号：
学科分类号：
摘要：
We study a very particular anticipated BSDEs when the driver is time-changing Lévy noise. We give an estimate of the solutions in the system satisfying some non-Lipschitz conditions. Also, we state an useful comparison theorem for the solutions. At last, we establish another specific Feynman-Kac formula for a quasilinear PDE.
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